how to attach wires to pins that wont come out?

greetings, Im new and this seems like a dumb question, but I was wondering how do I attach wires into my Arduino's Pins (pin9 and GND) so they wont come out so easily? I dont want them to be permanent, but Im going to be using this to light LEDs in a helmet, and although, nothing will pull on them, I dont want them to pop out.

Putting jumper pins into header holes is not very reliable at all! The pins will fall out. If you are building this into a helmet, perhaps use a smaller Arduino like a Nano, without headers, that you can solder your wires into. If you are set on using jumpers and header holes, try putting a small blob of solder on the pin. Not a lot, but just enough to increase the friction so it doesn’t slip out. Then fold the wire down, and tape it to the board.

A strip of pin headers will be much more firmly held than individual pins, this is why stacking shields is mechanically pretty robust.

Try a Nano with one of these: https://www.amazon.com/Terminal-Expansion-Adapter-Arduino-ATMEGA328P/dp/B012EQSYE6/ref=sr_1_1?ie=UTF8&qid=1477846091&sr=8-1&keywords=nano+screw+terminal

Or a similar screw shield / proto shield for the uno.